Frame: Make cheat dialog private

Rather than destroy and reinitialize the dialog whenever it's closed,
and opened this dialog can just be hidden from view when it's not
needed, and shown again when it is needed.

Also, a dialog should really not be managing any live instances of
itself, including the one directly in the main frame.

This gets rid of another usage of the main frame global.

Source/Core/DolphinWX/Cheats/CheatsWindow.h

@@ -67,9 +67,8 @@ private:
   // Cheat Search
   void OnNewARCodeCreated(wxCommandEvent& ev);
 
-  // Close Button
-  void OnEvent_ButtonClose_Press(wxCommandEvent& event);
-  void OnEvent_Close(wxCloseEvent& ev);
+  // Dialog close event
+  void OnClose(wxCloseEvent&);
 
   // Changes to the INI (affects cheat listings)
   void OnLocalGameIniModified(wxCommandEvent& event);